Throughout bikeforums, I've seen a number of posts about whether to lock your bike during a tour. I almost always do, including in small/tiny towns. Two reasons:
1. I've had locals, such as in eastern KY, tell me how rampant illegal drug use was in their town along with a lot of thievery.
2. As I was eating in McDonalds, my bike was parked outside close to a window. Suddenly, two very young kids were looking at it, and touching it. The bike and my gear weighed at least fifty pounds, so the kids could have been hurt had it fallen over. I always try to lock my bike to a pole to help prevent this from happening.
David in PA